An inversion-free method for finding positive definite solution of a rational matrix equation
A new iterative scheme has been constructed for finding minimal solution of a rational matrix equation of the form X + A * X-1 A = I. The new method is inversion-free per computing step. The convergence of the method has been studied and tested via numerical experiments.
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Publishing Corporation
2014
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| Online Access: | http://psasir.upm.edu.my/id/eprint/36422/1/An%20inversion.pdf http://psasir.upm.edu.my/id/eprint/36422/ http://www.hindawi.com/journals/tswj/2014/560931/ |
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| Summary: | A new iterative scheme has been constructed for finding minimal solution of a rational matrix equation of the form X + A * X-1 A = I. The new method is inversion-free per computing step. The convergence of the method has been studied and tested via numerical experiments. |
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